On the asymptotic behaviour of branching processes with infinite mean

Abstract

The paper deals with the asymptotic behaviour of infinite mean Galton–Watson processes (denoted by {Zn }). We show that these processes can be classified as regular or irregular. The regular ones are characterized by the property that for any sequence of positive constants {Cn }, for which a.s. exists, The irregular ones, which will be shown by examples to exist, have the property that there exists a sequence of constants {Cn } such that In Part 1 we study the properties of {Zn /Cn } and give some characterizations for both regular and irregular processes. Part 2 starts with an a.s. convergence result for {yn (Zn )}, where {yn } is a suitable chosen sequence of functions related to {Zn }. Using this, we then derive necessary and sufficient conditions for the a.s. convergence of {U(Zn )/Cn }, where U is a slowly varying function. The distribution function of the limit is shown to satisfy a Poincaré functional equation. Finally we show that for every process {Zn } it is possible to construct explicitly functions U, such that U(Zn )/en converges a.s. to a non-degenerate proper random variable. If the process is regular, all these functions U are slowly varying. The distribution of the limit depends on U, and we show that by appropriate choice of U we may get a limit distribution which has a positive and continuous density or is continuous but not absolutely continuous or even has no probability mass on certain intervals. This situation contrasts strongly with the finite mean case.